Is the prayer of one who prays in the mosque with the intention of walking and burning fat accepted, given the presence of an intention to draw closer to Allah, and is that considered polytheism in action?

Your prayer in the mosque is valid and sufficient, and there is no harm in it. However, you might miss the reward for the steps because your intention is to lose weight, not to draw closer to Allah. An act without a good intention does not earn its doer a reward. Therefore, you should intend by your going to the mosque to fulfill your duty and to draw closer to Allah.